| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
3,399.0 |
3,455.0 |
56.0 |
1.6% |
3,806.0 |
| High |
3,580.0 |
3,724.0 |
144.0 |
4.0% |
3,849.0 |
| Low |
3,330.0 |
3,455.0 |
125.0 |
3.8% |
3,457.0 |
| Close |
3,441.5 |
3,659.5 |
218.0 |
6.3% |
3,483.5 |
| Range |
250.0 |
269.0 |
19.0 |
7.6% |
392.0 |
| ATR |
140.3 |
150.5 |
10.2 |
7.2% |
0.0 |
| Volume |
168,274 |
86,564 |
-81,710 |
-48.6% |
314,925 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,419.8 |
4,308.7 |
3,807.5 |
|
| R3 |
4,150.8 |
4,039.7 |
3,733.5 |
|
| R2 |
3,881.8 |
3,881.8 |
3,708.8 |
|
| R1 |
3,770.7 |
3,770.7 |
3,684.2 |
3,826.3 |
| PP |
3,612.8 |
3,612.8 |
3,612.8 |
3,640.6 |
| S1 |
3,501.7 |
3,501.7 |
3,634.8 |
3,557.3 |
| S2 |
3,343.8 |
3,343.8 |
3,610.2 |
|
| S3 |
3,074.8 |
3,232.7 |
3,585.5 |
|
| S4 |
2,805.8 |
2,963.7 |
3,511.6 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,772.5 |
4,520.0 |
3,699.1 |
|
| R3 |
4,380.5 |
4,128.0 |
3,591.3 |
|
| R2 |
3,988.5 |
3,988.5 |
3,555.4 |
|
| R1 |
3,736.0 |
3,736.0 |
3,519.4 |
3,666.3 |
| PP |
3,596.5 |
3,596.5 |
3,596.5 |
3,561.6 |
| S1 |
3,344.0 |
3,344.0 |
3,447.6 |
3,274.3 |
| S2 |
3,204.5 |
3,204.5 |
3,411.6 |
|
| S3 |
2,812.5 |
2,952.0 |
3,375.7 |
|
| S4 |
2,420.5 |
2,560.0 |
3,267.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,756.0 |
3,309.0 |
447.0 |
12.2% |
204.0 |
5.6% |
78% |
False |
False |
117,557 |
| 10 |
3,900.0 |
3,309.0 |
591.0 |
16.1% |
181.8 |
5.0% |
59% |
False |
False |
79,953 |
| 20 |
4,132.0 |
3,309.0 |
823.0 |
22.5% |
141.0 |
3.9% |
43% |
False |
False |
46,273 |
| 40 |
4,237.0 |
3,309.0 |
928.0 |
25.4% |
106.1 |
2.9% |
38% |
False |
False |
30,556 |
| 60 |
4,302.0 |
3,309.0 |
993.0 |
27.1% |
85.4 |
2.3% |
35% |
False |
False |
21,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,867.3 |
|
2.618 |
4,428.2 |
|
1.618 |
4,159.2 |
|
1.000 |
3,993.0 |
|
0.618 |
3,890.2 |
|
HIGH |
3,724.0 |
|
0.618 |
3,621.2 |
|
0.500 |
3,589.5 |
|
0.382 |
3,557.8 |
|
LOW |
3,455.0 |
|
0.618 |
3,288.8 |
|
1.000 |
3,186.0 |
|
1.618 |
3,019.8 |
|
2.618 |
2,750.8 |
|
4.250 |
2,311.8 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,636.2 |
3,611.8 |
| PP |
3,612.8 |
3,564.2 |
| S1 |
3,589.5 |
3,516.5 |
|